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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive

Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2007, Issue 5, Pages 69–78 (Mi vtpmk413)

MODELING UNCERTAINTY

On the existence of stochastic processes that satisfy additional conditions on the correlation function. The case of extremal values of the coefficients

V. N. Bobisheva, A. M. Lavrovb

a Tver State University, Tver
b Ryazan State Radio Engineering University

Abstract: Three sets of stationary in the wide sence continuous stochastic process with zero average of distribution are found. The kinetic equation with a second derivative with respect to time in left hand side for these sets results from a corresponding equation with first derivative (Pavul’s equation) by differentiation on a time.

Keywords: continuous stochastic process, the kinetic equation, Pavul’s equation.

UDC: 621.37.1:519.21

Received: 17.04.2007
Revised: 20.05.2007



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